NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
54.28 |
53.01 |
-1.27 |
-2.3% |
49.65 |
High |
54.49 |
53.01 |
-1.48 |
-2.7% |
56.07 |
Low |
51.98 |
50.20 |
-1.78 |
-3.4% |
48.55 |
Close |
52.16 |
51.08 |
-1.08 |
-2.1% |
53.66 |
Range |
2.51 |
2.81 |
0.30 |
12.0% |
7.52 |
ATR |
2.88 |
2.87 |
0.00 |
-0.2% |
0.00 |
Volume |
114,785 |
100,274 |
-14,511 |
-12.6% |
338,973 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.86 |
58.28 |
52.63 |
|
R3 |
57.05 |
55.47 |
51.85 |
|
R2 |
54.24 |
54.24 |
51.60 |
|
R1 |
52.66 |
52.66 |
51.34 |
52.05 |
PP |
51.43 |
51.43 |
51.43 |
51.12 |
S1 |
49.85 |
49.85 |
50.82 |
49.24 |
S2 |
48.62 |
48.62 |
50.56 |
|
S3 |
45.81 |
47.04 |
50.31 |
|
S4 |
43.00 |
44.23 |
49.53 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.32 |
72.01 |
57.80 |
|
R3 |
67.80 |
64.49 |
55.73 |
|
R2 |
60.28 |
60.28 |
55.04 |
|
R1 |
56.97 |
56.97 |
54.35 |
58.63 |
PP |
52.76 |
52.76 |
52.76 |
53.59 |
S1 |
49.45 |
49.45 |
52.97 |
51.11 |
S2 |
45.24 |
45.24 |
52.28 |
|
S3 |
37.72 |
41.93 |
51.59 |
|
S4 |
30.20 |
34.41 |
49.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.65 |
49.49 |
6.16 |
12.1% |
2.86 |
5.6% |
26% |
False |
False |
89,723 |
10 |
56.07 |
45.52 |
10.55 |
20.7% |
3.20 |
6.3% |
53% |
False |
False |
73,445 |
20 |
56.07 |
45.52 |
10.55 |
20.7% |
2.87 |
5.6% |
53% |
False |
False |
58,484 |
40 |
59.99 |
45.52 |
14.47 |
28.3% |
2.75 |
5.4% |
38% |
False |
False |
40,766 |
60 |
77.67 |
45.52 |
32.15 |
62.9% |
2.59 |
5.1% |
17% |
False |
False |
32,285 |
80 |
82.00 |
45.52 |
36.48 |
71.4% |
2.34 |
4.6% |
15% |
False |
False |
26,233 |
100 |
90.94 |
45.52 |
45.42 |
88.9% |
2.21 |
4.3% |
12% |
False |
False |
22,314 |
120 |
93.40 |
45.52 |
47.88 |
93.7% |
2.01 |
3.9% |
12% |
False |
False |
19,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.95 |
2.618 |
60.37 |
1.618 |
57.56 |
1.000 |
55.82 |
0.618 |
54.75 |
HIGH |
53.01 |
0.618 |
51.94 |
0.500 |
51.61 |
0.382 |
51.27 |
LOW |
50.20 |
0.618 |
48.46 |
1.000 |
47.39 |
1.618 |
45.65 |
2.618 |
42.84 |
4.250 |
38.26 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
51.61 |
52.93 |
PP |
51.43 |
52.31 |
S1 |
51.26 |
51.70 |
|